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Required: Use the Black-Scholes formula to find the value of a call option based on the following inputs. Refer Cumulative normal distribution Table. (Do
Required: Use the Black-Scholes formula to find the value of a call option based on the following inputs. Refer Cumulative normal distribution Table. (Do not round intermediate calculations. Round your final answer to 2 decimal places.) Stock price Exercise price $ 59 $ 65 Interest rate 8% Dividend yield 4% Time to expiration 0.5 Standard deviation of 26% stock's returns Call value
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Multinational financial management
Authors: Alan c. Shapiro
10th edition
9781118801161, 1118572386, 1118801164, 978-1118572382
